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18.05 Exam 2
No books or calculators. You may have one 46 notecard with any information you like on it.
7 problems, 7 pages
Use the back side of each page if you need more space.
Simplifying expressions: You dont need to simplify complicated expressions. For ex
1 2 1 2 20!
ample, you can leave + exactly as is. Likewise for expressions like .
4 3 3 5 18!2!
The z, t and 2 tables are at the end of the exam if you need them.
(b) True or false: Setting the prior probability of a hypothesis to 0 means that no amount of
data will make the posterior probability of that hypothesis the maximum over all hypotheses.
True False
(c) A researcher collected data that t the criteria for a two-sided Z-test.
He set the signicance level at 0.05. He ran 80 trials and got a z-value of
1.7. This gave a p-value of 0.0892, so he could not reject the null hypothesis.
Convinced that his alternative hypothesis was correct he ran 80 more trials. Scores
The combined data from the 160 trials now had a z-value of 2.1. He wrote
a paper carefully describing his experiments and submitted it to the journal 1.
in part (a).
2.
Will the journal publish his results? Yes No 3.
4.
(d) Let be the probability of heads for a bent coin. Suppose your prior
f () is Beta(6, 8). Also suppose you ip the coin 7 times, getting 2 heads 5.
and 5 tails. What is the posterior pdf f (|x)? 6.
7.
18.05 Exam 2 2
The Pareto distribution with parameter has range [1, ) and pdf
f (x) =
x
Problem 3. (25: 10,5,5,5) Your friend grabs a die at random from a drawer containing
two 4-sided dice, one 8-sided die, and one 12-sided die. She rolls the die once and reports
that the result is 5.
(a) Make a discrete Bayes table showing the prior, likelihood, and posterior for the type of
die rolled given the data.
(b) What is the prior predictive probability of rolling a 5?
(c) What are your posterior odds that the die has 12 sides?
(d) Given the data of the rst roll, what is your probability that the next roll will be a 7?
18.05 Exam 2 4
Everyone knows that giraes are tall, but how much do they weigh? Lets suppose that the
weight of male giraes is normally distributed with mean 1200 kg and standard deviation
200 kg.
I volunteered at the zoo and was given the task of weighing their male girae Beau. Now
weighing a girae is not easy and the process produces random errors following a N(0, 1002 )
distribution. To compensate for the inaccuracy of the scale I weighed Beau three times and
Data is drawn from a binomial(5, ) distribution, where is unknown. Here is the table of
x 0 1 2 3 4 5
= 0.5 0.031 0.156 0.313 0.313 0.156 0.031
= 0.6 0.010 0.077 0.230 0.346 0.259 0.078
= 0.8 0.000 0.006 0.051 0.205 0.410 0.328
You want to run a signicance test on the value of . You have the following:
You have data drawn from a normal distribution with a known variance of 16. You set up
Someone claims to have found a long lost work by Jane Austen. She asks you to decide
You buy a copy of Sense and Sensibility and count the frequencies of certain common words
on some randomly selected pages. You do the same thing for the long lost work. You get
t-table of left tail probabilities. (The tables show P (T < t) for T t(df ).)
t\df 1 2 3 4 5 6 7 8 9
0.0 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000
0.2 0.5628 0.5700 0.5729 0.5744 0.5753 0.5760 0.5764 0.5768 0.5770
0.4 0.6211 0.6361 0.6420 0.6452 0.6472 0.6485 0.6495 0.6502 0.6508
0.6 0.6720 0.6953 0.7046 0.7096 0.7127 0.7148 0.7163 0.7174 0.7183
0.8 0.7148 0.7462 0.7589 0.7657 0.7700 0.7729 0.7750 0.7766 0.7778
1.0 0.7500 0.7887 0.8045 0.8130 0.8184 0.8220 0.8247 0.8267 0.8283
1.2 0.7789 0.8235 0.8419 0.8518 0.8581 0.8623 0.8654 0.8678 0.8696
1.4 0.8026 0.8518 0.8720 0.8829 0.8898 0.8945 0.8979 0.9005 0.9025
1.6 0.8222 0.8746 0.8960 0.9076 0.9148 0.9196 0.9232 0.9259 0.9280
1.8 0.8386 0.8932 0.9152 0.9269 0.9341 0.9390 0.9426 0.9452 0.9473
2.0 0.8524 0.9082 0.9303 0.9419 0.9490 0.9538 0.9572 0.9597 0.9617
2.2 0.8642 0.9206 0.9424 0.9537 0.9605 0.9649 0.9681 0.9705 0.9723
2.4 0.8743 0.9308 0.9521 0.9628 0.9692 0.9734 0.9763 0.9784 0.9801
2.6 0.8831 0.9392 0.9598 0.9700 0.9759 0.9797 0.9823 0.9842 0.9856
2.8 0.8908 0.9463 0.9661 0.9756 0.9810 0.9844 0.9867 0.9884 0.9896
3.0 0.8976 0.9523 0.9712 0.9800 0.9850 0.9880 0.9900 0.9915 0.9925
3.2 0.9036 0.9573 0.9753 0.9835 0.9880 0.9907 0.9925 0.9937 0.9946
3.4 0.9089 0.9617 0.9788 0.9864 0.9904 0.9928 0.9943 0.9953 0.9961
3.6 0.9138 0.9654 0.9816 0.9886 0.9922 0.9943 0.9956 0.9965 0.9971
3.8 0.9181 0.9686 0.9840 0.9904 0.9937 0.9955 0.9966 0.9974 0.9979
4.0 0.9220 0.9714 0.9860 0.9919 0.9948 0.9964 0.9974 0.9980 0.9984
t\df 10 11 12 13 14 15 16 17 18 19
0.0 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000
0.2 0.5773 0.5774 0.5776 0.5777 0.5778 0.5779 0.5780 0.5781 0.5781 0.5782
0.4 0.6512 0.6516 0.6519 0.6522 0.6524 0.6526 0.6528 0.6529 0.6531 0.6532
0.6 0.7191 0.7197 0.7202 0.7206 0.7210 0.7213 0.7215 0.7218 0.7220 0.7222
0.8 0.7788 0.7797 0.7804 0.7810 0.7815 0.7819 0.7823 0.7826 0.7829 0.7832
1.0 0.8296 0.8306 0.8315 0.8322 0.8329 0.8334 0.8339 0.8343 0.8347 0.8351
1.2 0.8711 0.8723 0.8734 0.8742 0.8750 0.8756 0.8762 0.8767 0.8772 0.8776
1.4 0.9041 0.9055 0.9066 0.9075 0.9084 0.9091 0.9097 0.9103 0.9107 0.9112
1.6 0.9297 0.9310 0.9322 0.9332 0.9340 0.9348 0.9354 0.9360 0.9365 0.9370
1.8 0.9490 0.9503 0.9515 0.9525 0.9533 0.9540 0.9546 0.9552 0.9557 0.9561
2.0 0.9633 0.9646 0.9657 0.9666 0.9674 0.9680 0.9686 0.9691 0.9696 0.9700
2.2 0.9738 0.9750 0.9759 0.9768 0.9774 0.9781 0.9786 0.9790 0.9794 0.9798
2.4 0.9813 0.9824 0.9832 0.9840 0.9846 0.9851 0.9855 0.9859 0.9863 0.9866
2.6 0.9868 0.9877 0.9884 0.9890 0.9895 0.9900 0.9903 0.9907 0.9910 0.9912
2.8 0.9906 0.9914 0.9920 0.9925 0.9929 0.9933 0.9936 0.9938 0.9941 0.9943
3.0 0.9933 0.9940 0.9945 0.9949 0.9952 0.9955 0.9958 0.9960 0.9962 0.9963
18.05 Exam 2 10
t\df 20 21 22 23 24 25 26 27 28 29
0.0 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000
0.2 0.5782 0.5783 0.5783 0.5784 0.5784 0.5785 0.5785 0.5785 0.5785 0.5786
0.4 0.6533 0.6534 0.6535 0.6536 0.6537 0.6537 0.6538 0.6538 0.6539 0.6540
0.6 0.7224 0.7225 0.7227 0.7228 0.7229 0.7230 0.7231 0.7232 0.7233 0.7234
0.8 0.7834 0.7837 0.7839 0.7841 0.7842 0.7844 0.7845 0.7847 0.7848 0.7849
1.0 0.8354 0.8357 0.8359 0.8361 0.8364 0.8366 0.8367 0.8369 0.8371 0.8372
1.2 0.8779 0.8782 0.8785 0.8788 0.8791 0.8793 0.8795 0.8797 0.8799 0.8801
1.4 0.9116 0.9119 0.9123 0.9126 0.9128 0.9131 0.9133 0.9136 0.9138 0.9139
1.6 0.9374 0.9377 0.9381 0.9384 0.9387 0.9389 0.9392 0.9394 0.9396 0.9398
1.8 0.9565 0.9569 0.9572 0.9575 0.9578 0.9580 0.9583 0.9585 0.9587 0.9589
2.0 0.9704 0.9707 0.9710 0.9713 0.9715 0.9718 0.9720 0.9722 0.9724 0.9725
2.2 0.9801 0.9804 0.9807 0.9809 0.9812 0.9814 0.9816 0.9817 0.9819 0.9820
2.4 0.9869 0.9871 0.9874 0.9876 0.9877 0.9879 0.9881 0.9882 0.9884 0.9885
2.6 0.9914 0.9916 0.9918 0.9920 0.9921 0.9923 0.9924 0.9925 0.9926 0.9927
2.8 0.9945 0.9946 0.9948 0.9949 0.9950 0.9951 0.9952 0.9953 0.9954 0.9955
3.0 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9971 0.9972 0.9973
t\df 30 31 32 33 34 35 36 37 38 39
0.0 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000
0.2 0.5786 0.5786 0.5786 0.5786 0.5787 0.5787 0.5787 0.5787 0.5787 0.5787
0.4 0.6540 0.6541 0.6541 0.6541 0.6542 0.6542 0.6542 0.6543 0.6543 0.6543
0.6 0.7235 0.7236 0.7236 0.7237 0.7238 0.7238 0.7239 0.7239 0.7240 0.7240
0.8 0.7850 0.7851 0.7852 0.7853 0.7854 0.7854 0.7855 0.7856 0.7857 0.7857
1.0 0.8373 0.8375 0.8376 0.8377 0.8378 0.8379 0.8380 0.8381 0.8382 0.8383
1.2 0.8802 0.8804 0.8805 0.8807 0.8808 0.8809 0.8810 0.8811 0.8812 0.8813
1.4 0.9141 0.9143 0.9144 0.9146 0.9147 0.9148 0.9150 0.9151 0.9152 0.9153
1.6 0.9400 0.9401 0.9403 0.9404 0.9406 0.9407 0.9408 0.9409 0.9411 0.9412
1.8 0.9590 0.9592 0.9594 0.9595 0.9596 0.9598 0.9599 0.9600 0.9601 0.9602
2.0 0.9727 0.9728 0.9730 0.9731 0.9732 0.9733 0.9735 0.9736 0.9737 0.9738
2.2 0.9822 0.9823 0.9824 0.9825 0.9826 0.9827 0.9828 0.9829 0.9830 0.9831
2.4 0.9886 0.9887 0.9888 0.9889 0.9890 0.9891 0.9892 0.9892 0.9893 0.9894
2.6 0.9928 0.9929 0.9930 0.9931 0.9932 0.9932 0.9933 0.9933 0.9934 0.9935
2.8 0.9956 0.9956 0.9957 0.9958 0.9958 0.9959 0.9959 0.9960 0.9960 0.9960
3.0 0.9973 0.9974 0.9974 0.9974 0.9975 0.9975 0.9976 0.9976 0.9976 0.9977
18.05 Exam 2 11
t\df
40 41 42 43 44 45 46 47 48 49
0.0 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000
0.2 0.5788 0.5788 0.5788 0.5788 0.5788 0.5788 0.5788 0.5788 0.5788 0.5788
0.4 0.6544 0.6544 0.6544 0.6544 0.6545 0.6545 0.6545 0.6545 0.6545 0.6546
0.6 0.7241 0.7241 0.7241 0.7242 0.7242 0.7242 0.7243 0.7243 0.7243 0.7244
0.8 0.7858 0.7858 0.7859 0.7859 0.7860 0.7860 0.7861 0.7861 0.7862 0.7862
1.0 0.8383 0.8384 0.8385 0.8385 0.8386 0.8387 0.8387 0.8388 0.8388 0.8389
1.2 0.8814 0.8815 0.8816 0.8816 0.8817 0.8818 0.8819 0.8819 0.8820 0.8820
1.4 0.9154 0.9155 0.9156 0.9157 0.9157 0.9158 0.9159 0.9160 0.9160 0.9161
1.6 0.9413 0.9414 0.9415 0.9415 0.9416 0.9417 0.9418 0.9419 0.9419 0.9420
1.8 0.9603 0.9604 0.9605 0.9606 0.9606 0.9607 0.9608 0.9609 0.9609 0.9610
2.0 0.9738 0.9739 0.9740 0.9741 0.9742 0.9742 0.9743 0.9744 0.9744 0.9745
2.2 0.9832 0.9833 0.9833 0.9834 0.9834 0.9835 0.9836 0.9836 0.9837 0.9837
2.4 0.9894 0.9895 0.9895 0.9896 0.9897 0.9897 0.9898 0.9898 0.9898 0.9899
2.6 0.9935 0.9935 0.9936 0.9936 0.9937 0.9937 0.9938 0.9938 0.9938 0.9939
2.8 0.9961 0.9961 0.9962 0.9962 0.9962 0.9962 0.9963 0.9963 0.9963 0.9964
3.0 0.9977 0.9977 0.9977 0.9978 0.9978 0.9978 0.9978 0.9978 0.9979 0.9979
18.05 Exam 2 12
df\p 0.010 0.025 0.050 0.100 0.200 0.300 0.500 0.700 0.800 0.900 0.950 0.975 0.990
1 6.63 5.02 3.84 2.71 1.64 1.07 0.45 0.15 0.06 0.02 0.00 0.00 0.00
2 9.21 7.38 5.99 4.61 3.22 2.41 1.39 0.71 0.45 0.21 0.10 0.05 0.02
3 11.34 9.35 7.81 6.25 4.64 3.66 2.37 1.42 1.01 0.58 0.35 0.22 0.11
4 13.28 11.14 9.49 7.78 5.99 4.88 3.36 2.19 1.65 1.06 0.71 0.48 0.30
5 15.09 12.83 11.07 9.24 7.29 6.06 4.35 3.00 2.34 1.61 1.15 0.83 0.55
6 16.81 14.45 12.59 10.64 8.56 7.23 5.35 3.83 3.07 2.20 1.64 1.24 0.87
7 18.48 16.01 14.07 12.02 9.80 8.38 6.35 4.67 3.82 2.83 2.17 1.69 1.24
8 20.09 17.53 15.51 13.36 11.03 9.52 7.34 5.53 4.59 3.49 2.73 2.18 1.65
9 21.67 19.02 16.92 14.68 12.24 10.66 8.34 6.39 5.38 4.17 3.33 2.70 2.09
10 23.21 20.48 18.31 15.99 13.44 11.78 9.34 7.27 6.18 4.87 3.94 3.25 2.56
16 32.00 28.85 26.30 23.54 20.47 18.42 15.34 12.62 11.15 9.31 7.96 6.91 5.81
17 33.41 30.19 27.59 24.77 21.61 19.51 16.34 13.53 12.00 10.09 8.67 7.56 6.41
18 34.81 31.53 28.87 25.99 22.76 20.60 17.34 14.44 12.86 10.86 9.39 8.23 7.01
19 36.19 32.85 30.14 27.20 23.90 21.69 18.34 15.35 13.72 11.65 10.12 8.91 7.63
20 37.57 34.17 31.41 28.41 25.04 22.77 19.34 16.27 14.58 12.44 10.85 9.59 8.26
21 38.93 35.48 32.67 29.62 26.17 23.86 20.34 17.18 15.44 13.24 11.59 10.28 8.90
22 40.29 36.78 33.92 30.81 27.30 24.94 21.34 18.10 16.31 14.04 12.34 10.98 9.54
23 41.64 38.08 35.17 32.01 28.43 26.02 22.34 19.02 17.19 14.85 13.09 11.69 10.20
24 42.98 39.36 36.42 33.20 29.55 27.10 23.34 19.94 18.06 15.66 13.85 12.40 10.86
25 44.31 40.65 37.65 34.38 30.68 28.17 24.34 20.87 18.94 16.47 14.61 13.12 11.52
30 50.89 46.98 43.77 40.26 36.25 33.53 29.34 25.51 23.36 20.60 18.49 16.79 14.95
31 52.19 48.23 44.99 41.42 37.36 34.60 30.34 26.44 24.26 21.43 19.28 17.54 15.66
32 53.49 49.48 46.19 42.58 38.47 35.66 31.34 27.37 25.15 22.27 20.07 18.29 16.36
33 54.78 50.73 47.40 43.75 39.57 36.73 32.34 28.31 26.04 23.11 20.87 19.05 17.07
34 56.06 51.97 48.60 44.90 40.68 37.80 33.34 29.24 26.94 23.95 21.66 19.81 17.79
35 57.34 53.20 49.80 46.06 41.78 38.86 34.34 30.18 27.84 24.80 22.47 20.57 18.51
40 63.69 59.34 55.76 51.81 47.27 44.16 39.34 34.87 32.34 29.05 26.51 24.43 22.16
41 64.95 60.56 56.94 52.95 48.36 45.22 40.34 35.81 33.25 29.91 27.33 25.21 22.91
42 66.21 61.78 58.12 54.09 49.46 46.28 41.34 36.75 34.16 30.77 28.14 26.00 23.65
43 67.46 62.99 59.30 55.23 50.55 47.34 42.34 37.70 35.07 31.63 28.96 26.79 24.40
44 68.71 64.20 60.48 56.37 51.64 48.40 43.34 38.64 35.97 32.49 29.79 27.57 25.15
45 69.96 65.41 61.66 57.51 52.73 49.45 44.34 39.58 36.88 33.35 30.61 28.37 25.90
46 71.20 66.62 62.83 58.64 53.82 50.51 45.34 40.53 37.80 34.22 31.44 29.16 26.66
47 72.44 67.82 64.00 59.77 54.91 51.56 46.34 41.47 38.71 35.08 32.27 29.96 27.42
48 73.68 69.02 65.17 60.91 55.99 52.62 47.34 42.42 39.62 35.95 33.10 30.75 28.18
49 74.92 70.22 66.34 62.04 57.08 53.67 48.33 43.37 40.53 36.82 33.93 31.55 28.94
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